000 03440nam a2200397Ia 4500
001 bslw09002149
003 UtOrBLW
005 20210303085145.0
006 m o d
007 cr un|||||||||
008 130122s2012 enka o 000 0 eng d
020 _a9781781903100 (electronic bk.) :
_c£72.95 ; €105.95 ; $134.95
040 _aUtOrBLW
_cUtOrBLW
050 4 _aHB139
_b.A13 2012
072 7 _aKC
_2bicssc
072 7 _aKCH
_2bicssc
072 7 _aBUS021000
_2bisacsh
080 _a330.4
082 0 4 _a330.015195
_223
245 0 0 _a30th anniversary edition
_h[electronic resource] /
_cedited by Dek Terrell, Daniel Millimet.
260 _aBingley, U.K. :
_bEmerald,
_c2012.
300 _a1 online resource (xvi, 477 p.) :
_bill.
490 1 _aAdvances in econometrics,
_x0731-9053 ;
_vv.30
505 0 _aIntroduction / Dek Terrell, Daniel Millimet -- A history of the advances in econometrics series / Randall C. Campbell, Asli Ogunc -- Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia, William Griffiths -- Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye, Joseph G. Hirschberg -- Serial correlation robust LM / Jingjing Yang, Timothy J. Vogelsang -- Consistent testing for structural change at the ends of the sample / Michael W. McCracken -- Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors / Eric Hillebrand, Tae-Hwy Lee -- On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao, Long Liu -- A risk superior semiparametric estimator for overidentified linear models / George G. Judge, Ron C. Mittelhammer -- Spatial dependence in regressors and its effect on performance of likelihood-based and instrumental variable estimators / R. Kelley Pace, James P. LeSage, Shuang Zhu -- Sectoral effects of aggregate shocks / Nathan S. Balke -- Cyclical co-movement between output, the price-level, and the inflation rate / Joseph H. Haslag, Yu-Chin Hsu -- Money-income Granger-causality in quantiles / Tae-Hwy Lee, Weiping Yang -- Copula-GARCH time-varying tail dependence / Jiaqi Chen, Jeffery W. Gunther -- Monte Carlo experiments using Stata : a primer with examples / Lee C. Adkins, Mary N. Gade.
520 _aThe 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty succesful years of the series, Thomas Fomby and R. Carter Hill. This volume began with a history of the Advances series by Asli Ogunc and Randall Campbell summarizing the prior volumes. Tom Fomby and Carter Hill both provide discussions of the role of Advances over the years. The remaining articles include contributions by a number of authors who have played key roles in the series over the years and in the careers of Fomby and Hill. Overall, this leads to a more diverse mix of papers than a typical volume of Advances in Econometrics.
588 0 _aPrint version record
650 7 _aBusiness & Economics
_xEconometrics.
_2bisacsh
650 7 _aEconomics.
_2bicssc
650 7 _aEconometrics.
_2bicssc
650 0 _aEconometrics.
700 1 _aTerrell, Dek.
700 1 _aMillimet, Daniel L.
776 1 _z9781781903094
830 0 _aAdvances in econometrics ;
_vv.30.
856 4 0 _uhttps://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2012)30
999 _c31014
_d31014